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Dynamic portfolio decisions with climate risk and model uncertainty
Rubtsov, Alexey; Shen, Sally - In: Journal of sustainable finance & investment 14 (2024) 2, pp. 344-365
Persistent link: https://www.econbiz.de/10014563824
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The effect of learning on climate policy under fat-tailed risk
Hwang, In Chang; Reynès, Frédéric; Tol, Richard S. J. - In: Resource and energy economics 48 (2017), pp. 1-18
Persistent link: https://www.econbiz.de/10011775726
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A simple framework for climate-change policy under model uncertainty
Athanasoglou, Stergios; Bosetti, Valentina; Drouet, Laurent - 2016
We propose a novel framework for the economic assessment of climate-change policy. Our main point of departure from existing work is the adoption of a "satisficing", as opposed to optimizing, modeling approach. Along these lines, we place primary emphasis on the extent to which different...
Persistent link: https://www.econbiz.de/10011614242
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Dynamic ordering decisions with approximate learning of supply yield uncertainty
Gel, Esma S.; Salman, F. Sibel - In: International journal of production economics 243 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013197598
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Building uncertainty into the adaptation cost estimation in integrated assessment models
Markandya, Anil; De Cian, Enrica; Drouet, Laurent; … - 2016
uncertainty into Integrated Assessment Models (IAMs). Uncertainty is transformed into a risk-premium, damage-correction, region …. This risk premium quantifies what society would be willing to pay to insure against the uncertainty of the damages, and it … highly sensitive to the coefficient of relative risk aversion. Once the climate change damage function incorporates the risk …
Persistent link: https://www.econbiz.de/10011451668
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Climate Policies Under Climate Model Uncertainty : Max-Min and Min-Max Regret
Rezai, Armon - 2017
Temperature responses and optimal climate policies depend crucially on the choice of a particular climate model. To illustrate, the temperature responses to given emission reduction paths implied by the climate modules of the well-known integrated assessments models DICE, FUND and PAGE are...
Persistent link: https://www.econbiz.de/10012947620
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Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra; Xepapadeas, Anastasios - In: Journal of economic dynamics & control 139 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
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Electric sector capacity planning under uncertainty : climate policy and natural gas in the US
Bistline, John E. - In: Energy economics 51 (2015), pp. 236-251
Persistent link: https://www.econbiz.de/10011564838
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Robust management of climate risk damages
Rebonato, Riccardo; Ronzani, Riccardo; Melin, Lionel - In: Risk management : an international journal 25 (2023) 3, pp. 1-43
Persistent link: https://www.econbiz.de/10014326607
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Optimal climate policy with fat-tailed uncertainty : what the models can tell us
De Bruin, Kelly C.; Krishnamurthy, Chandra Kiran - 2021
difficulties identified with IAMs, the choice of the risk aversion parameter and the underestimation of damages, are also directly …
Persistent link: https://www.econbiz.de/10012510301